CEG ボラティリティ Constellation Energy Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.49.5%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.59.5%
HV6046.3%
IV − HV20スプレッド
-10.0pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
69
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 日分記録済み
Cboe delayed options data · 基準日時： 15:34 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 53.5% | +1.6pt | ±4.0% |
| Oct 30, 2026 | 10 | 49.2% | +1.0pt | ±6.6% |
| Nov 06, 2026 | 17 | 49.3% | -0.6pt | ±8.6% |
| Nov 13, 2026 | 24 | 52.8% | -0.1pt | ±10.8% |
| Nov 20, 2026 | 31 | 49.1% | -1.3pt | ±11.5% |
| Nov 27, 2026 | 38 | 49.4% | -0.1pt | ±12.7% |
| Dec 18, 2026 | 59 | 47.2% | +0.7pt | ±15.1% |
| Jan 15, 2027 | 87 | 45.6% | +0.3pt | ±17.7% |
| Feb 19, 2027 | 122 | 45.5% | -0.6pt | ±20.9% |
| Mar 19, 2027 | 150 | 46.4% | -0.5pt | ±23.5% |
| May 21, 2027 | 213 | 46.3% | -0.0pt | ±27.8% |
| Jun 17, 2027 | 240 | 45.6% | -1.1pt | ±29.2% |
| Sep 17, 2027 | 332 | 46.1% | -0.8pt | ±34.5% |
| Dec 17, 2027 | 423 | 46.2% | -0.7pt | ±38.7% |
| Jan 21, 2028 | 458 | 46.2% | -1.8pt | ±40.3% |
ボラティリティスマイル — Nov 20, 2026
ストライク別インプライドボラティリティ。プット側（左側が高い）への傾きがスキューです：下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20